Just a recommendation from someone who was recently in Italy (Naples, Florence, Rome, Sienna, Pompeii, Abetone):
WATCH YOUR EQUIPMENT CLOSELY AT ALL TIMES
Pickpockets are quite common; I encountered some thiefs in the subway station right outside the coliseum (they like to frequent the tourist areas). The four women I were with were getting onto the subway train, I was behind them all and the buzzer was beeping as the doors were closing. A girl with holding a baby was stalling in front of me and I was concentrating on trying to get on the train before the doors closed; meanwhile, another girl had unzipped my backpack and was going through it.
Luckily I didn't have anything of value in the backpack and one of the locals noticed the thief and shoved her back onto the platform. The girl spit back at the guy, some yelling in Italian went on and the guy explained to me what had happened as the train pulled away. From that point on, I carried my backpack in front of me on the trains and locked the zippers closed at all times.
As careful as we were after this incident, one of my friends had a suitcase stolen in a train station when it was sitting on a cart with five others less than a foot away from us. To this day not a one of us can figure out when it was taken; one minute it was there, the next it was gone.
Aside from those incidents, what a great country!